SimplReg

The DOS predecessor of EasyReg

by Herman J. Bierens

SimplReg (SIMPLe REGression analysis) is the DOS predecessor of EasyReg. SimplReg has been used to conduct the empirical applications in:

Bierens, H. J. (1997): "Nonparametric Cointegration Analysis", Journal of Econometrics 77, 379-404. [PDF 1 (paper), PDF 2 (separate appendix)]
Bierens, H. J. (1997): "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate", Journal of Econometrics 81, 29-64. [PDF]

However, these approaches are also included in EasyReg.

EasyReg does everything that SimplReg does, and much more. The reasons for making SimplReg downloadable from the Web are twofold:

It has been mentioned in a footnote in my nonparametric cointegration paper that:
"... SimplReg conducts our nonparametric cointegration analysis together with Johansens' tests, various unit root tests, VAR innovation response analysis, OLS, IV, Probit, Logit, and much more. It runs 'stand-alone' under DOS. This package is available from the author on request, as long as it is not (yet) commercially available. Please include a formatted 3.5" (1.44 MB) diskette with your request."
However, rather than sending me a diskette, please download SimplReg from the Web, following the instructions below, or use EasyReg.
SimplReg comes with the Quick Basic source code. See below.

Installation of SimplReg

SimplReg comes in the form of a self-extracting WinZip file SRSETUP.EXE. Save SRSETUP.EXE anywhere on your hard disk, and run it. Then the SimplReg files will be extracted to default directory C:\SIMPLREG. Next, create a shortcut to executable file C:\SIMPLREG\SIMPLREG.EXE. It is recommended to make C:\ the working directory.

What SimplReg does can be read here.

Source code

The Quick Basic 4 source code is also included in SRSETUP.EXE. See sub-directory C:\SIMPLREG\SOURCE. You may freely cannibalize the code for your own programs, as long as you acknowledge the source.

However, please do not send me email with queries about the SimplReg code. I wrote it in the period 1991-1995, and since then I have only looked at it occasionally in order to cannibalize a few subroutines for use in EasyReg. Therefore, it will take me too much time to answer any questions about the code.

Download

Download SRSETUP.EXE

Back to the EasyReg page.